Wavelet Enhanced Analytical and Evolutionary Approaches to Time Series Forecasting

  • Bartosz Kozlowski
Conference paper

DOI: 10.1007/978-3-540-71618-1_6

Part of the Lecture Notes in Computer Science book series (LNCS, volume 4431)
Cite this paper as:
Kozlowski B. (2007) Wavelet Enhanced Analytical and Evolutionary Approaches to Time Series Forecasting. In: Beliczynski B., Dzielinski A., Iwanowski M., Ribeiro B. (eds) Adaptive and Natural Computing Algorithms. ICANNGA 2007. Lecture Notes in Computer Science, vol 4431. Springer, Berlin, Heidelberg

Abstract

This paper provides two methodologies for forecasting time series. One of them is based on the Wavelet Analysis and the other one on the Genetic Programming. Two examples from finance domain are used to illustrate how given methodologies perform in real-life applications. Additionally application to specific classes of time series, seasonal, is discussed.

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Copyright information

© Springer Berlin Heidelberg 2007

Authors and Affiliations

  • Bartosz Kozlowski
    • 1
  1. 1.Institute of Control and Computation Engineering, Warsaw University of Technology, Nowowiejska Str. 15/19, 00-665 WarsawPoland

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